Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51565.49 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48366.43 Kr¶

PnL: ---------------------------------------> -721.14 Kr¶

DD now: ---------------------------------> -0.729 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 17:00:26.153540'

Anic Portfolio¶

Today¶

Return: -0.143 %¶

This Week¶

Return: 8.497 %¶

Total¶

Return: 68.812 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.580000 3369.600000 189.600000 5.960000 3180.000006
HMS Networks 2 3.910000 808.800000 135.800000 20.180000 673.000000
Nordea Bank Abp 29 1.100000 3570.480000 116.480000 3.370000 3453.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 0.840000 3445.600000 68.600000 2.030000 3377.000000
Swedbank A 3 2.940000 618.900000 54.900000 9.730000 564.000000
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Fasadgruppen Group 38 0.360000 4180.000000 39.000000 0.940000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 3.370000 392.700000 37.700000 10.620000 355.000000
AcadeMedia 12 -0.280000 589.680000 32.680000 5.870000 557.000004
Norva24 Group 16 -1.110000 569.600000 26.600000 4.900000 543.000000
Intrum 4 1.970000 550.000000 23.000000 4.360000 527.000000
OEM International B 7 0.900000 547.400000 19.400000 3.670000 527.999997
Midsona B 63 3.610000 595.980000 12.980000 2.230000 582.999984
Securitas B 6 1.890000 582.840000 12.840000 2.250000 570.000000
Eastnine 4 0.160000 501.600000 10.600000 2.160000 491.000000
Sampo Oyj SDB 7 1.010000 3860.500000 10.500000 0.270000 3850.000000
Coor Service Management Hold. 8 1.200000 540.400000 8.400000 1.580000 532.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.280000 564.900000 2.900000 0.520000 562.000005
Corem Property Group B 59 2.720000 579.080000 2.080000 0.360000 576.999999
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 0.490000 546.900000 0.900000 0.160000 546.000000
Boozt 12 1.180000 1650.000000 -4.000000 -0.240000 1653.999996
CTEK 13 1.120000 505.440000 -28.560000 -5.350000 533.999999
International Petroleum Corp. 5 -0.800000 558.000000 -36.570000 -6.150000 594.565215
Essity B 2 -1.500000 537.200000 -36.800000 -6.410000 574.000000
Vivesto 1368 -1.410000 552.950000 -60.050000 -9.800000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Beijer Electronics Group 27 -2.160000 2937.600000 -146.400000 -4.750000 3083.999994
Axfood 15 -4.980000 3832.500000 -467.500000 -10.870000 4300.000005
Ovzon 64 -3.200000 3289.600000 -706.400000 -17.680000 3996.000000
TOTAL 48366.430000 -721.140000 -0.72941% 49087.564636

Updated:¶

'2023-02-01 17:00:39.196060'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶